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EUNN.DE vs. CEMQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNN.DE vs. CEMQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNN.DE achieves a 16.13% return, which is significantly higher than CEMQ.DE's 6.82% return. Over the past 10 years, EUNN.DE has outperformed CEMQ.DE with an annualized return of 9.35%, while CEMQ.DE has yielded a comparatively lower 8.78% annualized return.


EUNN.DE

1D
2.38%
1M
0.76%
YTD
16.13%
6M
16.84%
1Y
31.11%
3Y*
14.25%
5Y*
9.71%
10Y*
9.35%

CEMQ.DE

1D
1.45%
1M
4.11%
YTD
6.82%
6M
9.07%
1Y
9.48%
3Y*
8.41%
5Y*
6.17%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNN.DE vs. CEMQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
16.13%13.46%12.91%15.16%-11.48%9.24%4.12%22.22%-10.32%10.42%
CEMQ.DE
iShares Edge MSCI Europe Quality Factor UCITS ETF
6.82%10.19%3.69%14.57%-11.90%26.61%1.06%32.46%-7.32%10.41%

Correlation

The correlation between EUNN.DE and CEMQ.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.64

The correlation between EUNN.DE and CEMQ.DE has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.

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Return for Risk

EUNN.DE vs. CEMQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUNN.DE
EUNN.DE Risk / Return Rank: 6464
Overall Rank
EUNN.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 6767
Martin Ratio Rank

CEMQ.DE
CEMQ.DE Risk / Return Rank: 2525
Overall Rank
CEMQ.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CEMQ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
CEMQ.DE Omega Ratio Rank: 2323
Omega Ratio Rank
CEMQ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
CEMQ.DE Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUNN.DE vs. CEMQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUNN.DECEMQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.32

1.14

+0.18

Calmar ratioReturn relative to maximum drawdown

3.23

1.13

+2.11

Martin ratioReturn relative to average drawdown

10.80

3.44

+7.36

EUNN.DE vs. CEMQ.DE - Sharpe Ratio Comparison

The current EUNN.DE Sharpe Ratio is 1.70, which is higher than the CEMQ.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of EUNN.DE and CEMQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EUNN.DE vs. CEMQ.DE - Drawdown Comparison

The maximum EUNN.DE drawdown since its inception was -28.56%, smaller than the maximum CEMQ.DE drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and CEMQ.DE.


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Drawdown Indicators


EUNN.DECEMQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.56%

-33.76%

+5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-8.38%

-1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-14.96%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.41%

-19.65%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-28.56%

-33.76%

+5.20%

Current Drawdown

Current decline from peak

-0.62%

-0.08%

-0.54%

Average Drawdown

Average peak-to-trough decline

-6.86%

-5.35%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.70%

+0.17%

Volatility

EUNN.DE vs. CEMQ.DE - Volatility Comparison

iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a higher volatility of 4.18% compared to iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) at 3.75%. This indicates that EUNN.DE's price experiences larger fluctuations and is considered to be riskier than CEMQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNN.DECEMQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.75%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

9.71%

+5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

12.07%

+6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

14.05%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

15.02%

+1.07%

EUNN.DE vs. CEMQ.DE - Expense Ratio Comparison

EUNN.DE has a 0.12% expense ratio, which is lower than CEMQ.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUNN.DE vs. CEMQ.DE - Dividend Comparison

Neither EUNN.DE nor CEMQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUNN.DE and CEMQ.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMQ.DE.

EUNN.DE is categorized as Japan Equities, while CEMQ.DE is Europe Equities. EUNN.DE tracks MSCI Japan IMI, while CEMQ.DE tracks MSCI Europe Sector Neutral Quality. Their fees differ too: 0.12% for EUNN.DE and 0.25% for CEMQ.DE.

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